interest rate sensitivity
英 [ˈɪntrəst reɪt ˌsensəˈtɪvəti]
美 [ˈɪntrəst reɪt ˌsensəˈtɪvəti]
网络 利率敏感度
双语例句
- Similarly, if a bank that has liabilities with a shorter reprising period than its assets writes a call option on a bond or a bond future, it is actually reducing its interest rate sensitivity.
同理，如果一家银行的负债再融资期限短于其资产期限，银行出售债券买入期权或者债券期货的买入期权，实际上减少了其利率的敏感度。 - Is big to the interest rate sensitivity, matching is extremely unreasonable, the bank spread fluctuation is only big.
对利率敏感性较大，搭配极不合理，银行净利差波动较大。 - The second chapter mainly introduces the most common used interest rate risk measure models in the world, which is divided into three sections, interest rate sensitivity gap model, duration model and VaR model.
第二章，主要是详细介绍国外常用的几种利率风险度量模型，这主要分为三节，分别介绍利率敏感性缺口模型、持续期模型和VaR模型。 - The Interest Rate Sensitivity Measurement for Bonds
债券的利率敏感性测量 - Starting from the factors which affect the sensitivity of interest rate control, this paper analyses the causes of the insufficiency of interest rate control sensitivity and offers corresponding strategies for increasing Interest rate regulating sensitivity.
本文从影响利率调控敏感性的因素入手，分析了我国当前利率调控缺乏敏感性的原因，并提出了增强利率调控敏感性的相关对策。 - The asset-liability matching models are deduced for interest rate sensitive and insensitive life insurance products, the interest rate sensitivity of Chinese life insurance company is verified by flexibility test.
推导了利率敏感型、利率敏感寿险产品的资产负债匹配模型；采用情景测试方法，检验了寿险公司对利率的敏感程度； - The author analyzes technologies and methods of interest rate sensitivity gap management and management of interest rate risk of commercial banks from the angle of avoiding interest rate risk and the pricing of financial products under the condition of interest rate marketization.
从商业银行利率风险的防范及利率市场化条件下金融产品的定价等方面论述了利率敏感性缺口管理、利用隐含期权的商业银行利率风险管理等利率风险管理的技术和方法。 - The default-free short-term interest rate is also a key economic variable since it is an important input for business cycle analysis through its impact on the cost of credit, its sensitivity to the stance of monetary policy and to inflationary expectations.
不仅如此，短期无风险利率也是一个重要的经济变量，因为它通过影响借贷成本，对货币政策与通货膨胀的预期成为经济周期分析中的重要因素。 - The first one assumes a single interest rate at every possible scenario. It is simple to calculate, and we can receive sensitivity analysis results when we need.
对利率进行情景模拟和分析主要有两种形式：一种是在每种可能情景下采用单一确定利率，这种方法比较简单易算，能够获得利率整体变化条件下准备金提留额度变化的灵敏度； - The findings are that the interest rate policy has the sensitivity effect, the time-lag effect in short time and has negative effects on the stock market in a long time.
研究结果表明短期内股市对利率调整具有一定的敏感性、滞后性，但从长期来看利率变动与股市指数存在显著的负相关关系。 - Interest rate risk measurement method mainly includes: Interest rate sensitivity gap method, duration method and VaR.
利率风险度量方法主要包括：利率敏感性缺口法、持续期法、VaR三种方法。 - The significance of classifying in researching the relationship between interest rate and savings is put forward, and the savings is classified to two kinds by the motive of saving and the sensitivity to interest rate, that is "gained-motive savings" and "no gained-motive savings".
指出了在研究利率与储蓄之间的关系时将储蓄进行分类的重要性，并根据人们进行储蓄的动机和对利率的敏感性不同，将储蓄分为获利性储蓄与非获利性储蓄两大类。 - In the third part, based on the traditional interpretation of the three interest rate risk measure sensitivity gap, duration gap, VaR, on three main interest rate risk management methods, aggressive management, gap management and hedging management.
第三部分在对传统三种利率风险度量工具敏感性缺口、久期缺口、VaR进行解释分析的基础上，阐述了三种主要的利率风险管理方法，进攻型管理、缺口管理以及套期保值管理。 - On the basis of comparison from international commercial banks interest rate risk measurement maturity model, the use of interest rate sensitivity gap model, the interest rate market to the Agricultural Bank of China to bring the interest rate risk associated with impact indicators empirical analysis.
随后，在比较借鉴国际商业银行成熟的利率风险度量模型的基础上，运用利率敏感性缺口模型，对利率市场化给中国农业银行带来的利率风险相关影响指标进行了实证分析。 - Secondly, this paper analyzes the role of interest rates in monetary policy transmission, the interest rate sensitivity of related subjects, and the effectiveness of interest rate policy on different transmission channels.
随后本文以利率为切入点，分析了利率在货币政策传导中的作用，并分析了相关主体的利率敏感度、不同传导渠道的利率有效性等方面。 - Interest rate sensitivity gap model shows that, the four major banks all have a significant short-term negative gap. If the interest rate rises in the short term, the four banks will have a great decline in profit.
从利率敏感性缺口模型的分析来看，目前四大行短期内都存在很大的负缺口，说明利率上升将在短期内给四大行盈利造成冲击。 - Regarding Commercial banks interest rate risk management methods, the traditional interest rate risk management methods include management of interest rate sensitivity gap and duration gap management.
在商业银行利率风险管理方法上，本文从传统的表内利率风险管理方法利率敏感性缺口管理和持续期缺口管理入手。 - Second, it is important to group debt by industries when modeling correlated credit and interest rate risk, since different industries have different sensitivity coefficients to various macroeconomic variables.
在信用与利率风险的联合度量中对行业进行区分是很重要的，因为各个行业对不同的宏观经济变量具有不同的敏感度。 - Then it indicates that the method to measure the interest rate risk evolved from low level to high level and from static sensitivity gap analysis to dynamic simulation analysis.
第四部分，首先回顾了国内外学者对商业银行利率风险度量的研究文献，指出利率风险度量方法的演变：由低级到高级，走过了从静态敏感性缺口分析到动态模拟分析的过程。 - In the context of the financial crisis, marginal propensity to consume, the sensitivity of investment to interest rate, the sensitivity of money demand to income have exhibited a decreasing mode, however, sensitivity of money demand to interest rate has appeared an increase trend.
在金融危机背景下，边际消费倾向、投资对利率敏感度、货币需求对收入敏感度等会出现减小趋势，货币需求对利率的敏感度具有增大趋势，这些将会使财政政策的挤出效应变小。 - Then, analyzing evaluation model of interest rate risk, comparing advantage and disadvantage of sensitivity gap 、 duration 、 VaR 、 simulation analysis.
接着对利率风险衡量模型进行了分析，比较敏感性缺口、久期、VaR、模拟分析的优缺点。 - Therefore, we should minish the negative gap, to increase the interest rate sensitivity of assets, or reduce the interest rate sensitive liabilities, or both of them.
所以我们应将缺口的负值调小。要将缺口的负值调小，要么增加利率敏感性资产，要么减少利率敏感性负债，或者二者同时进行。 - The analysis method of the interest rate sensitivity gap is the unified and main traditional method on interest risk management in the annual report of the domestic commercial banks at present.
利率敏感性缺口是目前国内商业银行年报中分析本行利率风险的统一方法。 - Therefore, it suggests to measure interest rate risk with the modified the interest rate sensitivity gap and the duration gap.
所以本文提出用修正的利率敏感性缺口、修正的久期缺口及凸度模型来衡量利率风险更符合国内实际。